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V-Lab

Abb Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.07% (-2.07%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abb Ltd S0GARCH
paramt-stat
ω0.61482.70
α0.11717.73
β0.808237.31
γ1-0.1582-1.26
γ20.26491.71
γ3-0.0718-1.38
γ4-0.2019-3.40
γ50.29165.15
γ6-0.1967-4.01
γ70.11202.10
γ8-0.0317-0.57
γ9-0.0050-0.10
γ10-0.0148-0.40
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts